Korea Development Corp GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7569 | 6.15 | |
| 0.0896 | 44.04 | |
| 0.9864 | 488.09 | |
| 4.4411 | 17.10 |
Estimation Period:
Jan 3, 1990 to Jun 26, 2020
Jan 3, 1990 to Jun 26, 2020
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